The unhappiness of people who have every reason to be happy is always fascinating, and the story of former Miss America Bess Myerson is riveting. Quiz-show star, New York City's Commissioner of Cultural Affairs, walker of Mayor Ed Koch, candidate for U.S. Senate, she fell from grace with a thud. Although the ending of the Bess Mess is known -- she was acquitted of bribery charges stemming from her affair with a married man -- it is a tribute to Shana Alexander's storytelling that the reader believes at points...